+95.5%
PEP vs CAG
-37.3%
+132.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | +2.9% | -3.3% | +6.2% | +4.1% |
| 30D | +12.5% | +7.7% | +4.8% | +9.5% |
| 3M | +4.5% | -3.2% | +7.7% | +5.4% |
| 6M | -0.5% | +7.0% | -7.5% | -3.3% |
| YTD | +4.4% | -9.0% | +13.4% | +6.8% |
| 1Y | +4.4% | -9.6% | +14.0% | +6.9% |
| 3Y | -3.4% | -36.0% | +32.6% | +10.1% |
| 5Y | +5.2% | -40.9% | +46.0% | +22.6% |
| All | +95.5% | -37.3% | +132.8% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling